Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.911 %¶

This Week¶

Return: -0.831 %¶

Total¶

Return: 55.552 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.020000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
MedCap 2 0.660000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -1.520000 613.010000 36.010000 6.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.150000 390.300000 35.300000 9.940000 355.000000
SAAB B 8 0.020000 3408.000000 31.000000 0.920000 3377.000000
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.410000 600.820000 26.820000 4.670000 573.999998
HMS Networks 2 -2.810000 690.800000 17.800000 2.640000 673.000000
Swedbank A 3 -0.230000 579.750000 15.750000 2.790000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Boozt 12 -1.840000 1665.600000 11.600000 0.700000 1653.999996
Securitas B 6 -1.200000 581.520000 11.520000 2.020000 570.000000
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Nordea Bank Abp 29 0.270000 3463.760000 9.760000 0.280000 3453.999992
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Intrum 4 -2.930000 529.400000 2.400000 0.460000 527.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
CTEK 13 0.230000 518.570000 -15.430000 -2.890000 533.999999
Essity B 2 -1.280000 553.400000 -20.600000 -3.590000 574.000000
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
Essity A 4 -1.950000 1108.000000 -41.000000 -3.570000 1149.000000
International Petroleum Corp. 5 -1.970000 547.000000 -47.570000 -8.000000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.010000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 -0.180000 3576.300000 -179.700000 -4.780000 3756.000001
OX2 18 -3.110000 1403.100000 -260.900000 -15.680000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46119.990000 -768.580000 -2.29268% 46888.564618

Updated:¶

'2023-01-25 15:58:14.359717'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶